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Purchasing power parity before and after the adoption of the euro

Zhou, Su; Bahmani-Oskooee, Mohsen; Kutan, Ali Mustafa - In: Review of world economics 144 (2008) 1, pp. 134-150

Persistent link: https://www.econbiz.de/10003684161

Further evidence on purchasing power parity and country characteristics

Wu, Jyh-lin; Cheng, Su-yin; Han Hou - In: International review of economics & finance : IREF 20 (2011) 2, pp. 257-266

Persistent link: https://www.econbiz.de/10009304134

Real exchange rate volatility, financial crises and exchange rate regimes

Morales Zumaquero, Amalia; Sosvilla-Rivero, Simón - In: Applied economics 46 (2014) 7/9, pp. 826-847

Persistent link: https://www.econbiz.de/10010398918

Exchange-rates volatility in Nigeria : application of GARCH models with exogenous break

Bala, Dahiru A.; Asemota, Joseph O. - In: CBN journal of applied statistics 4 (2013) 1, pp. 89-116

estimation of volatility models with breaks as against those of GARCH models without volatility breaks and that the introduction … of volatility breaks reduces the level of persistence in most of the models. The study recommends the incorporation of … significant events in GARCH models in volatility estimation of key asset prices. …

Persistent link: https://www.econbiz.de/10011476095

Recursive adjusted unit root tests under non-stationary volatility

Wang, Shaoping; Li, Yanglin; Wen, Kuangyu - In: Economics letters 205 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10013202963

Exchange rate volatility and validity of purchasing power parity : a dynamic panel GARCH model

Çağlayan Akay, Ebru; Ergin, Nursefa - In: The empirical economics letters : a monthly … 16 (2017) 1, pp. 9-18

Persistent link: https://www.econbiz.de/10011718663

Economic integration and the exchange rate regime : how damaging are currency crises?

Weber, Axel A.; Beck, Günter W. - 2003 - This version: October 2003

We use consumer price data for 205 cities/regions in 21 countries to study PPP deviations before, during and after the major currency crises of the 1990s. We combine data from industrialized nations in North America (Unites States, Canada and Mexico), Europe (Germany, Italy, Spain and Portugal),...

Persistent link: https://www.econbiz.de/10009767677

Exchange rate economics is always and everywhere controversial

Manzur, Meher - In: Applied economics 50 (2018) 3, pp. 216-232

Persistent link: https://www.econbiz.de/10011846791

Effective Real Exchange Rate Volatility and Economic Growth in Sub-Saharan Africa : Evidence from Panel Unit Root and Cointegration Tests

Ndambendia, Houdou - 2011

In this paper, we investigate the long-run relationship between effective real exchange rate volatility and economic growth in 15 Sub-Saharan African (SSA) countries using panel unit root and cointegration tests over the period 1980 to 2004. In addition, we use fully modified OLS (FMOLS),...

Persistent link: https://www.econbiz.de/10013128806

Relationship among exchange rate fluctuations and stock market indices : an empirical analysis with reference to S&P BSE Sensex

Kumar, Roshan; Gupta, Manisha - In: International journal of economic research 14 (2017) 2, pp. 85-93

Persistent link: https://www.econbiz.de/10011858348

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